“Route all traffic” is a setting controlled by the administrator of the site you are connected to, generally speaking.
If the admin has defined this as something you can control, there will be a checkbox you can disable in the site definition.
There is also a setting (again controlled by the administrator) to exclude the local networks from this: exclude_local_networks_in_hub_mode
See: https://supportcenter.checkpoint.com/supportcenter/portal?eventSubmit_doGoviewsolutiondetails=&solut...
Outside of those two settings, the only way you might be able to fix this would be to manually manipulate the routing table on your client after you connect to the VPN.